We shall generalize B. S. Clarke and A. R. Barron 's analysis of the Bayes method for the FSMX sources. The FSMX source considered here is specified by the set of all states and its parameter value. At first, we show the asymptotic codelengths of individual sequences of the Bayes codes for the FSMX sources. Secondly, we show the asymptotic expected codelengths. The Bayesian posterior density and the maximum likelihood estimator satisfy asymptotic normality for the finite ergodic Markov source, and this is the key of our analysis.

We analyze the extended stochastic complexity (ESC) which has been proposed by K. Yamanishi. The ESC can be applied to learning algorithms for on-line prediction and batch-learning settings. Yamanishi derived the upper bound of ESC satisfying uniformly for all data sequences and that of the asymptotic expectation of ESC. However, Yamanishi concentrates mainly on the worst case performance and the lower bound has not been derived. In this paper, we show some interesting properties of ESC which are similar to Bayesian statistics: the Bayes rule and the asymptotic normality. We then derive the asymptotic formula of ESC in the meaning of almost sure and mean convergence within an error of o(1) using these properties.

This paper proposes a new formulation which minimizes the differential entropy for an optimal control problem. The conventional criterion of the optimal regulator control is a standard quadratic cost function E[M{x(t)}2} + N{v(t)}2], where x(t) is a state variable, u(t) is an input value, and M and N are positive weights. However, increasing the number of the variables of the system it is complex to find the solution of the optimal regulator control. Therefore, the simplicity of the solution is required. In contrast to the optimal regulator control, we propose the minimum entropy control which minimizes a differential entropy of the weighted sum of x(t) and u(t). This solution is derived on the assumptions that the linear control and x(t)u(t) 0 are satisfied. As the result, the formula of the minimum entropy control is very simple and clear. This result will be useful for the further work with multi variables of simple control formulation.